+35.2%
XYL vs LCID
-95.8%
+131.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -0.6% |
| 7D | +0.8% | -9.3% | +10.2% | +1.5% |
| 30D | -10.8% | -35.4% | +24.6% | -8.3% |
| 3M | -2.5% | -17.1% | +14.5% | -2.4% |
| 6M | -12.2% | -58.9% | +46.8% | -8.1% |
| YTD | -20.1% | -59.6% | +39.5% | -16.5% |
| 1Y | -20.6% | -78.0% | +57.3% | -13.9% |
| 3Y | +17.3% | -92.7% | +110.0% | +31.9% |
| 5Y | -14.5% | -97.8% | +83.4% | +2.1% |
| All | +35.2% | -95.8% | +131.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling